Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
August 31, 2021 48.62%
July 31, 2021 48.62%
June 30, 2021 48.62%
May 31, 2021 48.62%
April 30, 2021 48.62%
March 31, 2021 48.62%
February 28, 2021 48.62%
January 31, 2021 48.62%
December 31, 2020 48.62%
November 30, 2020 48.62%
October 31, 2020 48.62%
September 30, 2020 48.62%
August 31, 2020 48.62%
July 31, 2020 48.62%
June 30, 2020 48.62%
May 31, 2020 48.62%
April 30, 2020 48.62%
March 31, 2020 48.62%
February 29, 2020 24.95%
January 31, 2020 24.95%
December 31, 2019 24.95%
November 30, 2019 24.95%
October 31, 2019 24.95%
September 30, 2019 24.95%
August 31, 2019 24.95%
Date Value
July 31, 2019 24.95%
June 30, 2019 24.95%
May 31, 2019 24.95%
April 30, 2019 24.95%
March 31, 2019 24.95%
February 28, 2019 24.95%
January 31, 2019 24.95%
December 31, 2018 24.95%
November 30, 2018 24.07%
October 31, 2018 24.07%
September 30, 2018 24.07%
August 31, 2018 24.07%
July 31, 2018 24.07%
June 30, 2018 24.07%
May 31, 2018 24.07%
April 30, 2018 24.07%
March 31, 2018 24.07%
February 28, 2018 24.07%
January 31, 2018 24.07%
December 31, 2017 24.07%
November 30, 2017 24.07%
October 31, 2017 24.07%
September 30, 2017 24.07%
August 31, 2017 24.07%
July 31, 2017 24.07%

Max Drawdown Definition

Max drawdown is an indicator of the risk of a portfolio chosen based on a certain strategy. It measures the largest single drop from peak to bottom in the value of a portfolio (before a new peak is achieved).

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Max Drawdown (5Y) Range, Past 5 Years

24.07%
Minimum
Oct 2016
48.62%
Maximum
Mar 2020
31.67%
Average
24.95%
Median
Dec 2018